We consider an iterative computation of negative curvature directions, in large scale optimization frameworks. We show that to the latter purpose, borrowing the ideas in [1,3] and [4], we can fruitfully pair the Conjugate Gradient (CG) method with a recently introduced numerical approach involving the use of grossone [5]. In particular, though in principle the CG method is well-posed only on positive definite linear systems, the use of grossone can enhance the performance of the CG, allowing the computation of negative curvature directions, too. The overall method in our proposal significantly generalizes the theory proposed for [1] and [3], and straightforwardly allows the use of a CG-based method on indefinite Newton’s equations.

How grossone can be helpful to iteratively compute negative curvature directions / De Leone, R.; Fasano, G.; Roma, M.; Sergeyev, Y. D.. - 11353:(2019), pp. 180-183. ( 12th International Conference on Learning and Intelligent Optimization, LION 12 Kalamata; Greece ) [10.1007/978-3-030-05348-2_16].

How grossone can be helpful to iteratively compute negative curvature directions

Roma M.
;
2019

Abstract

We consider an iterative computation of negative curvature directions, in large scale optimization frameworks. We show that to the latter purpose, borrowing the ideas in [1,3] and [4], we can fruitfully pair the Conjugate Gradient (CG) method with a recently introduced numerical approach involving the use of grossone [5]. In particular, though in principle the CG method is well-posed only on positive definite linear systems, the use of grossone can enhance the performance of the CG, allowing the computation of negative curvature directions, too. The overall method in our proposal significantly generalizes the theory proposed for [1] and [3], and straightforwardly allows the use of a CG-based method on indefinite Newton’s equations.
2019
12th International Conference on Learning and Intelligent Optimization, LION 12
Conjugate gradient method; Grossone; Negative curvature directions; Second order necessary optimality conditions
04 Pubblicazione in atti di convegno::04b Atto di convegno in volume
How grossone can be helpful to iteratively compute negative curvature directions / De Leone, R.; Fasano, G.; Roma, M.; Sergeyev, Y. D.. - 11353:(2019), pp. 180-183. ( 12th International Conference on Learning and Intelligent Optimization, LION 12 Kalamata; Greece ) [10.1007/978-3-030-05348-2_16].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1324249
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